-20.5%
RUN vs CGNX
+294.6%
-315.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -3.1% |
| 7D | -3.7% | +3.2% | -6.9% | -5.4% |
| 30D | -13.0% | +6.0% | -19.0% | -16.1% |
| 3M | -31.8% | +3.5% | -35.3% | -33.8% |
| 6M | -32.2% | +26.3% | -58.5% | -40.8% |
| YTD | -53.5% | +79.2% | -132.7% | -68.7% |
| 1Y | -46.5% | +43.8% | -90.3% | -59.4% |
| 3Y | -37.6% | +52.0% | -89.6% | -57.0% |
| 5Y | -80.9% | -24.0% | -56.8% | -80.8% |
| 10Y | +41.3% | +189.1% | -147.8% | -1.5% |
| All | -20.5% | +294.6% | -315.2% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling